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Journal Article
Dow-Jones futures
Dew, Kurt (1978)
FRBSF Economic Letter

Working Paper
Estimation of the optimal futures hedge
Cecchetti, Stephen G.; Cumby, Robert E.; Figlewski, Stephen (1986)
Research Working Paper , Paper 86-10

Journal Article
Will increased regulation of stock index futures reduce stock market volatility?
Roberts, Dan J.; Becketti, Sean (1990-11)
Economic Review , Volume 75 , Issue Nov , Pages 33-46

Journal Article
Margin requirements on equity instruments
Sofianos, George (1988-07)
Quarterly Review , Volume 13 , Issue Sum , Pages 47-60

Conference Paper
Regulation of asset sales, futures and interest rate swaps
Lenchner, Joseph S. (1986)
Proceedings , Paper 123

Working Paper
Contracting innovations and the evolution of clearing and settlement methods at futures exchanges
Moser, James T. (1998)
Defining futures contracts as substitutes for associated cash transactions enables a discussion of the evolution of controls over contract nonperformance risk. These controls are incorporated into exchange methods for clearing contracts. Three clearing methods are discussed: direct, ringing and complete. The incidence and operation of each are described. Direct-clearing systems feature bilateral contracts with terms specified by the counterparties to the contract. Exchanges relying on direct clearing system chiefly serve as mediators in trade disputes. Ringing is shown to facilitate contract ...
Working Paper Series , Paper WP-98-26

Monograph
Options on money market futures
Kuprianov, Anatoli (1998)
Monograph

Journal Article
Oil prices: backward to the future?
Higgins, Patrick C.; Haubrich, Joseph G.; Miller, Janet (2004-12)
A useful first guess about the future spot price of a commodity is usually found in its current futures price. But it doesn?t work that way when the commodity in question is oil. This Commentary explains why the characteristics of oil, particularly the value it can offer its owner by remaining in the ground, cloud the information that oil futures prices give about future oil prices.
Economic Commentary , Issue Dec

Report
Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading
Locke, Peter; Sarkar, Asani; Wu, Lifan (1996)
We study the effect of restrictions on dual trading in futures contracts. Previous studies have found that dual trading restrictions can have a positive, negative, or neutral effect on market liquidity. In this paper, we propose that trader heterogeneity may explain these conflicting results. We find that, for contracts affected by restrictions, the change in market activity following restrictions differs between contracts. More important, the effect of a restriction varies among dual traders in the same market. For example, dual traders who ceased trading the S&P 500 index futures ...
Research Paper , Paper 9611

Discussion Paper
Futures markets and transaction costs
Kling, Arnold (1986)
Research Papers in Banking and Financial Economics , Paper 83

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